This is what you should tell them:
“When presented with an exciting and challenging opportunity, I am always open to considering them”
That’s it. Nothing more.
This question is a fishing expedition from the recruiters. Depending on if the they are internal or external recruiters, they have vested interests in asking this question. In no way, is your best interest in their list of considerations when asking this question.
For external recruiters : you are a commission generating commodity. As a recruiter, they stand to make atleast 8% - 10% of your total compensation, should their client (hiring company) hires you. If they charge a retainer, they stand to make a neat sum from your hiring.
For this reason, they need to put forth the CVs of the candidates who offer them the highest probability of making their commission. They are essentially the sales people of the HR world. They will appear out of the blue to check your interest in an “exciting opportunity with one of their top clients” and disappear equally quickly once they realise that you are not a strong candidate. Hence, why to waste their time and effort (and look bad in front of their client), when your chances of getting hired are average at best.
For internal recruiters : Their key KPI is how long a position has been open for hiring. The longer that time, the more the hiring managers dislike their TA (talent acquisition or recruiter) team. The earlier these kind of recruiters can get the hiring managers off their back, the better.
Their interest in your application is primarily to assess if you are interesting enough to hire and if hired, will you stick around. When these recruiters ask you this question “Have you interviewed/applied anywhere recently?” their intention is to check if you are a hot commodity for hiring companies. If so, that means you are a high attrition candidate. Why to hire someone, where the position might become vacant in another 6–12 months and they have to hear the hiring manager bitch about what a “poor candidate” the TA team brought in.
(I worked for a technical founder in Germany who was always pissed with the HR Head since the TA team could not find him smart IT professionals in exchange for peanuts. An Australian IT professional, with 10+yrs of experience in senior position was being paid 59,000EUR - the internal salary benchmark)
Bottomline : The only thing recruiters care for is whether you serve their purpose.